更新時間: 2021年4月15日 PM 8:09:52
恒生指數期權引伸波幅分析
日期 恒指波幅指數 恒生指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
25/02/21 24.990% 30074.17 21.568% 22.989% +2.001% 22.989% +2.001%
26/02/21 26.760% 28980.21 25.099% 23.334% +3.426% 29.467% -2.707%
01/03/21 24.460% 29452.57 23.523% 23.327% +1.133% 28.884% -4.424%
02/03/21 24.290% 29095.86 23.681% 23.581% +0.709% 29.004% -4.714%
03/03/21 22.980% 29880.42 24.406% 23.656% -0.676% 28.902% -5.922%
04/03/21 23.900% 29236.79 25.409% 24.424% -0.524% 29.640% -5.740%
05/03/21 24.510% 29098.29 25.457% 24.495% +0.015% 29.525% -5.015%
08/03/21 26.240% 28540.83 26.083% 25.007% +1.233% 29.526% -3.286%
09/03/21 25.480% 28773.23 26.253% 25.522% -0.042% 29.924% -4.444%
10/03/21 24.560% 28907.52 26.320% 25.905% -1.345% 30.160% -5.600%
11/03/21 24.560% 28907.52 26.296% 26.082% -1.522% 30.152% -5.592%
12/03/21 24.100% 28739.72 25.704% 26.131% -2.031% 29.995% -5.895%
15/03/21 23.630% 28833.76 25.774% 26.069% -2.439% 29.281% -5.651%
16/03/21 22.390% 29027.69 25.425% 25.904% -3.514% 28.882% -6.492%
17/03/21 21.380% 29034.12 25.324% 25.705% -4.325% 28.449% -7.069%
18/03/21 20.770% 29405.72 25.096% 25.464% -4.694% 27.974% -7.204%
19/03/21 21.010% 28990.94 25.431% 25.410% -4.400% 27.706% -6.696%
22/03/21 21.040% 28885.34 25.106% 25.276% -4.236% 26.937% -5.897%
23/03/21 21.230% 28497.38 25.182% 25.228% -3.998% 26.678% -5.448%
24/03/21 21.610% 27918.14 23.662% 24.895% -3.285% 26.122% -4.512%
25/03/21 20.040% 27899.61 23.368% 24.550% -4.510% 25.558% -5.518%
26/03/21 19.170% 28336.43 20.221% 23.508% -4.338% 24.280% -5.110%
29/03/21 19.400% 28338.30 19.536% 22.394% -2.994% 22.578% -3.178%
30/03/21 18.540% 28577.50 19.205% 21.198% -2.658% 21.198% -2.658%
31/03/21 18.320% 28378.35 17.047% 19.875% -1.555% 24.610% -6.290%
01/04/21 17.790% 28938.74 16.776% 18.557% -0.767% 22.825% -5.035%
07/04/21 18.300% 28674.80 16.975% 17.908% +0.392% 21.144% -2.844%
08/04/21 17.250% 29008.07 16.105% 17.222% +0.028% 20.192% -2.942%
09/04/21 17.100% 28698.80 16.231% 16.627% +0.473% 19.358% -2.258%
12/04/21 17.720% 28453.28 16.359% 16.489% +1.231% 18.792% -1.072%
13/04/21 18.080% 28497.25 16.375% 16.409% +1.671% 18.565% -0.485%
14/04/21 18.040% 28900.83 17.063% 16.427% +1.613% 18.450% -0.410%
15/04/21 18.470% 28793.14 16.997% 16.605% +1.865% 18.514% -0.044%
國企指數期權引伸波幅分析
日期 國指波幅指數 國企指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
25/02/21 25.950% 11717.41 23.478% 23.857% +2.093% 23.857% +2.093%
26/02/21 27.130% 11247.21 27.200% 24.529% +2.601% 30.976% -3.846%
01/03/21 25.570% 11453.68 25.656% 24.797% +0.773% 30.704% -5.134%
02/03/21 25.040% 11361.35 25.404% 25.316% -0.276% 31.139% -6.099%
03/03/21 24.190% 11666.24 26.202% 25.588% -1.398% 31.263% -7.073%
04/03/21 25.050% 11325.58 27.913% 26.475% -1.425% 32.129% -7.079%
05/03/21 25.490% 11292.22 27.918% 26.619% -1.129% 32.085% -6.595%
08/03/21 27.340% 11014.79 28.793% 27.246% +0.094% 32.169% -4.829%
09/03/21 27.360% 10973.15 28.777% 27.921% -0.561% 32.737% -5.377%
10/03/21 26.280% 11059.67 28.993% 28.479% -2.199% 33.157% -6.877%
11/03/21 26.280% 11059.67 28.997% 28.696% -2.416% 33.174% -6.894%
12/03/21 25.980% 11172.95 28.869% 28.886% -2.906% 33.157% -7.177%
15/03/21 25.420% 11144.08 28.843% 28.896% -3.476% 32.456% -7.036%
16/03/21 24.320% 11329.43 29.472% 29.035% -4.715% 32.374% -8.054%
17/03/21 22.910% 11358.66 29.206% 29.077% -6.167% 32.182% -9.272%
18/03/21 22.660% 11470.43 28.915% 29.061% -6.401% 31.925% -9.265%
19/03/21 22.770% 11283.92 29.235% 29.134% -6.364% 31.767% -8.997%
22/03/21 23.060% 11306.71 28.571% 29.080% -6.020% 30.991% -7.931%
23/03/21 23.280% 11111.18 29.012% 28.988% -5.708% 30.654% -7.374%
24/03/21 23.920% 10847.98 27.641% 28.675% -4.755% 30.088% -6.168%
25/03/21 22.880% 10744.27 26.953% 28.282% -5.402% 29.444% -6.564%
26/03/21 22.080% 10966.06 24.249% 27.285% -5.205% 28.182% -6.102%
29/03/21 22.380% 10942.94 23.398% 26.250% -3.870% 26.466% -4.086%
30/03/21 21.500% 11020.87 23.390% 25.126% -3.626% 25.126% -3.626%
31/03/21 21.070% 10972.04 21.503% 23.899% -2.829% 29.591% -8.521%
01/04/21 20.440% 11217.41 20.589% 22.626% -2.186% 27.829% -7.389%
07/04/21 20.960% 11070.58 21.047% 21.985% -1.025% 25.958% -4.998%
08/04/21 19.570% 11109.48 19.461% 21.198% -1.628% 24.854% -5.284%
09/04/21 19.430% 10977.37 19.930% 20.506% -1.076% 23.874% -4.444%
12/04/21 19.990% 10874.83 19.837% 20.173% -0.183% 22.989% -2.999%
13/04/21 20.330% 10850.53 19.824% 20.020% +0.310% 22.651% -2.321%
14/04/21 20.330% 10999.30 19.952% 19.801% +0.529% 22.240% -1.910%
15/04/21 20.930% 10905.89 20.131% 19.935% +0.995% 22.227% -1.297%